+953.0%
HD vs EXEL
+340.0%
+613.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +4.3% | +0.3% | +4.1% | +4.3% |
| 30D | +20.2% | +19.0% | +1.1% | +17.7% |
| 3M | -1.0% | +33.3% | -34.3% | -4.4% |
| 6M | +7.9% | +42.9% | -34.9% | +3.1% |
| YTD | +2.0% | +58.7% | -56.7% | -3.9% |
| 1Y | -4.3% | +70.5% | -74.8% | -10.7% |
| 3Y | +25.9% | +233.8% | -207.9% | +6.7% |
| 5Y | +5.8% | +259.3% | -253.5% | -12.0% |
| 10Y | +262.5% | +484.1% | -221.6% | +168.5% |
| All | +953.0% | +340.0% | +613.0% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling